Numerical Analysis of American Option Pricing in a Jump-Diffusion Model (Q4361790)
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scientific article; zbMATH DE number 1080548
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Analysis of American Option Pricing in a Jump-Diffusion Model |
scientific article; zbMATH DE number 1080548 |
Statements
Numerical Analysis of American Option Pricing in a Jump-Diffusion Model (English)
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4 March 1998
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pricing formulae
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American options
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jump-diffusion model
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variational inequalities
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